-21.3%
TOST vs KVYO
-47.3%
+26.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.9% | +0.1% |
| 7D | -5.4% | -12.1% | +6.7% | -1.7% |
| 30D | -5.7% | -5.2% | -0.5% | -5.2% |
| 3M | +30.1% | +14.5% | +15.6% | +21.9% |
| 6M | +11.9% | -17.6% | +29.5% | +9.8% |
| YTD | -9.5% | -49.6% | +40.1% | -0.5% |
| 1Y | -21.3% | -48.6% | +27.3% | -16.6% |
| All | -21.3% | -47.3% | +26.1% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KVYO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling